There are sdist tests on travis for OSX and Linux. But no such test for Windows yet.

Usually, Windows users do not have CMake or MSVC installed on their machines. We should document that running build_ext on Windows requires CMake and MSVC.

@hcho3 We have documents for building C++ library. Also I added some notes here: https://xgboost.readthedocs.io/en/latest/build.html#python-package-installation at last PR. Do you think it's enough?

@trivialfis I have not had a chance to look at #5271 thoroughly. The updated doc looks good to me. I think we should add a note about needing MSVC specifically for Windows Python.

@hcho3 Got it. I will add some notes. Feel free to provide your feedback on the new setuptools script.

Actually, never mind. For now we can keep the build doc as it is. I do want to re-organize the build doc later, something like https://rapids.ai/start.html. See #5282

Actually, never mind. For now we can keep the build doc as it is. I do want to re-organize the build doc later, something like https://rapids.ai/start.html

That's not a link to rapids build doc? BTW, how do I remove the use of silent parameter in the about section of our landing page: https://xgboost.ai/about

Note:

I think there's minor difference around using CMake between 3.13 and later versions with MSVC. I use CMake 3.16 for this PR.

how do I remove the use of silent parameter in the about section of our landing page

You should submit a patch to https://github.com/xgboost-ai/xgboost-ai.github.io.

That's not a link to rapids build doc?

You can select "Source" in the selector and it display a link to build instruction. MXNet (https://mxnet.apache.org/get_started) does a similar thing. The idea is to make the installation doc page less overwhelming, by letting the user filter the doc by the use case they have in mind.

I think there's minor difference around using CMake between 3.13 and later versions with MSVC. I use CMake 3.16 for this PR.

Interesting. I was not aware of the difference.

Got it. Thanks for the pointers.

@hcho3 I read this answer https://stackoverflow.com/questions/28350214/how-to-build-x86-and-or-x64-on-windows-from-command-line-with-cmake

I just took the simplest one (<3.13) and it works even I'm running 3.16. Not sure about the implications.